| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Time in Market | 31.0% | 100.0% |
| Cumulative Return | 58.64% | 61.16% |
| Max Drawdown | -16.51% | -29.51% |
| Sharpe | 0.82 | 0.59 |
| Sortino | 1.29 | 0.85 |
| Payoff Ratio | 1.15 | 1.13 |
| Profit Factor | 1.28 | 1.1 |
| Common Sense Ratio | 1.69 | 1.07 |
| CPC Index | 0.75 | 0.64 |
| Tail Ratio | 1.32 | 0.98 |
| Outlier Win Ratio | 17.85 | 3.71 |
| Outlier Loss Ratio | 3.74 | 3.5 |
| Volatility (ann.) | 14.98% | 25.19% |
| R^2 | 0.35 | 0.35 |
| Calmar | 3.43 | 2.0 |
| Skew | 1.44 | 0.21 |
| Kurtosis | 32.58 | 7.02 |
| Expected Daily % | 0.03% | 0.03% |
| Expected Monthly % | 3.61% | 3.74% |
| Expected Yearly % | 25.95% | 26.95% |
| Kelly Criterion | 9.01% | 9.09% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.26% | -2.13% |
| Expected Shortfall (cVaR) | -1.26% | -2.13% |
| Year | 11400698:BTCUSD | 11400698:btcusd:triple_med_gx:lsma25_130 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 38.02 | 29.80 | 0.78 | - |
| 2025 | 16.76 | 22.21 | 1.33 | + |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| MTD | 4.31% | 4.16% |
| 3M | 15.08% | 31.46% |
| 6M | 20.78% | 12.77% |
| YTD | 22.21% | 16.76% |
| 1Y | 52.59% | 56.84% |
| 3Y (ann.) | 56.7% | 59.12% |
| 5Y (ann.) | 56.7% | 59.12% |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Max Drawdown | -16.51% | -29.51% |
| Longest DD Days | 83.0 | 144.0 |
| Avg. Drawdown | -2.98% | -4.82% |
| Avg. Drawdown Days | 11.0 | 14.0 |
| Recovery Factor | 3.55 | 2.07 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-21 | 2025-03-14 | -16.51 | 83 |
| 2024-06-10 | 2024-08-06 | -14.11 | 56 |
| 2025-04-02 | 2025-05-21 | -8.07 | 48 |
| 2024-12-05 | 2024-12-21 | -7.93 | 15 |
| 2024-09-11 | 2024-10-14 | -7.62 | 32 |
| 2024-08-09 | 2024-09-10 | -6.02 | 32 |
| 2025-06-03 | 2025-06-08 | -4.20 | 4 |
| 2024-08-07 | 2024-08-08 | -3.24 | 0 |
| 2024-09-11 | 2024-09-11 | -2.43 | 0 |
| 2024-11-07 | 2024-12-04 | -2.37 | 27 |
| Metric | 11400698:btcusd:triple_med_gx:lsma25_130 | 11400698:BTCUSD |
|---|---|---|
| Best Day | 9.14% | 9.33% |
| Worst Day | -6.19% | -9.32% |
| Best Week | 18.32% | 18.93% |
| Worst Week | -7.25% | -12.33% |
| Best Month | 18.61% | 37.42% |
| Worst Month | -7.06% | -17.69% |
| Best Year | 29.8% | 38.02% |
| Worst Year | 22.21% | 16.76% |
| Avg. Up Day | 0.99% | 1.0% |
| Avg. Down Day | -0.86% | -0.89% |
| Avg. Up Week | 4.16% | 4.87% |
| Avg. Down Week | -3.49% | -4.8% |
| Avg. Up Month | 4.01% | 12.23% |
| Avg. Down Month | -4.71% | -9.42% |
| Win Days % | 51.29% | 51.86% |
| Win Month % | 76.92% | 61.54% |
| Win Week % | 61.76% | 56.36% |
| Win Quarter % | 80.0% | 60.0% |
| Win Year % | 100.0% | 100.0% |